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ProShares UltraPro QQQ TQQQ

i

Market dataready · fetched 2026-11-08T00:35:03.149Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-07T00:59:57.311184464Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-08T00:35:02.618606+00:00

Share price$52.52
1D-0.5%
AH$51.76$52.29$52.82$53.35$53.895:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTQQQ
Sold putSold callAH

ProShares UltraPro QQQ options

Live interpolated TQQQ call and put midpoint premiums by absolute delta.ProShares UltraPro QQQ$0.45$2.22$4.00$5.77$7.54$42.28$48.45$54.62$60.79$66.9620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive TQQQ spot · $52.52TQQQ PRICE$0.64$0.88$1.15$1.46$1.80$2.17$2.58$3.09$3.72$4.39$7.03$1.38$1.76$2.16$2.52$2.90$3.25$3.98$4.41$5.36$5.65$6.30$6.62
Puts——
Calls——
Skew——
Implied moveBearish±$5.83
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ58.2989.6%12.2%
25Δ57.3192.1%10.8%47.75125.9%11.7%
30Δ56.4495.1%9.7%48.93125.6%10.2%
35Δ55.6098.0%8.6%50.05124.2%8.8%
40Δ54.75100.4%7.7%51.14119.7%7.4%
45Δ53.89102.5%6.7%52.15115.8%6.2%
50Δ53.02104.1%5.9%53.09110.4%5.1%
55Δ52.14107.7%5.2%54.12115.1%4.5%
60Δ51.19112.8%4.6%55.01110.1%3.7%
65Δ50.17116.2%3.9%56.22115.1%3.2%
70Δ56.94105.7%2.3%
75Δ57.90102.0%1.8%
80Δ46.53124.6%2.0%58.4993.0%1.2%

20Δ

Calls
Pseudo strike
58.29
IV
89.6%
B/E move
12.2%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
57.31
IV
92.1%
B/E move
10.8%
Puts
Pseudo strike
47.75
IV
125.9%
B/E move
11.7%

30Δ

Calls
Pseudo strike
56.44
IV
95.1%
B/E move
9.7%
Puts
Pseudo strike
48.93
IV
125.6%
B/E move
10.2%

35Δ

Calls
Pseudo strike
55.60
IV
98.0%
B/E move
8.6%
Puts
Pseudo strike
50.05
IV
124.2%
B/E move
8.8%

40Δ

Calls
Pseudo strike
54.75
IV
100.4%
B/E move
7.7%
Puts
Pseudo strike
51.14
IV
119.7%
B/E move
7.4%

45Δ

Calls
Pseudo strike
53.89
IV
102.5%
B/E move
6.7%
Puts
Pseudo strike
52.15
IV
115.8%
B/E move
6.2%

50Δ

Calls
Pseudo strike
53.02
IV
104.1%
B/E move
5.9%
Puts
Pseudo strike
53.09
IV
110.4%
B/E move
5.1%

55Δ

Calls
Pseudo strike
52.14
IV
107.7%
B/E move
5.2%
Puts
Pseudo strike
54.12
IV
115.1%
B/E move
4.5%

60Δ

Calls
Pseudo strike
51.19
IV
112.8%
B/E move
4.6%
Puts
Pseudo strike
55.01
IV
110.1%
B/E move
3.7%

65Δ

Calls
Pseudo strike
50.17
IV
116.2%
B/E move
3.9%
Puts
Pseudo strike
56.22
IV
115.1%
B/E move
3.2%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
56.94
IV
105.7%
B/E move
2.3%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
57.90
IV
102.0%
B/E move
1.8%

80Δ

Calls
Pseudo strike
46.53
IV
124.6%
B/E move
2.0%
Puts
Pseudo strike
58.49
IV
93.0%
B/E move
1.2%

Options history

IV · four-Friday blend79.71%
Daily close
TQQQ40.5%65.3%90.1%2026-08-10: 57.99%2026-08-11: 56.32%2026-08-12: 51.80%2026-08-13: 51.35%2026-08-14: 49.35%2026-08-17: 51.76%2026-08-18: 56.15%2026-08-19: 53.84%2026-08-20: 57.91%2026-08-21: 53.40%2026-08-24: 58.06%2026-08-25: 56.26%2026-08-26: 56.05%2026-08-27: 50.24%2026-08-28: 45.60%2026-08-31: 46.28%2026-09-01: 53.30%2026-09-02: 49.78%2026-09-03: 47.74%2026-09-04: 45.92%2026-09-08: 53.50%2026-09-09: 57.93%2026-09-10: 65.43%2026-09-11: 48.81%2026-09-14: 54.73%2026-09-15: 58.99%2026-09-16: 60.50%2026-09-17: 48.79%2026-09-18: 43.94%2026-09-21: 50.84%2026-09-22: 49.61%2026-09-23: 52.92%2026-09-24: 53.03%2026-09-25: 50.81%2026-09-28: 55.90%2026-09-29: 56.48%2026-09-30: 57.37%2026-10-01: 57.72%2026-10-02: 49.95%2026-10-05: 51.07%2026-10-06: 48.86%2026-10-07: 47.59%2026-10-08: 52.77%2026-10-09: 47.56%2026-10-12: 49.95%2026-10-13: 53.15%2026-10-14: 61.64%2026-10-15: 59.61%2026-10-16: 67.63%2026-10-19: 65.61%2026-10-20: 67.93%2026-10-21: 66.81%2026-10-22: 86.72%2026-10-23: 76.54%2026-10-26: 71.81%2026-10-27: 68.73%2026-10-28: 65.73%2026-10-29: 66.65%2026-10-30: 79.71%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
57.99%
56.32%
51.80%
51.35%
49.35%
51.76%
56.15%
53.84%
57.91%
53.40%
58.06%
56.26%
56.05%
50.24%
45.60%
46.28%
53.30%
49.78%
47.74%
45.92%
53.50%
57.93%
65.43%
48.81%
54.73%
58.99%
60.50%
48.79%
43.94%
50.84%
49.61%
52.92%
53.03%
50.81%
55.90%
56.48%
57.37%
57.72%
49.95%
51.07%
48.86%
47.59%
52.77%
47.56%
49.95%
53.15%
61.64%
59.61%
67.63%
65.61%
67.93%
66.81%
86.72%
76.54%
71.81%
68.73%
65.73%
66.65%
79.71%